As of: 2026-05-18
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 8 | 23400.00 | 23408.17 | 20.82 | 0.0078 | 584.35 | 27.15 | HIGH |
| OK | 2026-06-02 | 15 | 23450.00 | 23432.67 | 19.67 | 0.0135 | 752.00 | 57.51 | HIGH |
| OK | 2026-06-09 | 22 | 23450.00 | 23461.50 | 19.25 | 0.0196 | 889.25 | 63.90 | HIGH |
| OK | 2026-06-16 | 29 | 23500.00 | 23482.01 | 18.84 | 0.0257 | 999.10 | 90.00 | HIGH |
| OK | 2026-06-30 | 43 | 23500.00 | 23503.19 | 18.23 | 0.0374 | 1176.40 | 15.73 | HIGH |
| OK | 2026-07-28 | 71 | 23650.00 | 23626.47 | 17.40 | 0.0618 | 1449.60 | 52.56 | HIGH |
| OK | 2026-09-29 | 134 | 24000.00 | 23941.90 | 16.01 | 0.1162 | 1856.15 | 0.00 | LOW |
| OK | 2026-12-29 | 225 | 24000.00 | 24406.41 | 15.38 | 0.1937 | 2353.00 | 75.39 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 316 | 0.00 | 0.00 | N/A | 0.8658 | 0.00 | 0.00 | N/A |